+31.6%
XLB vs IP
-12.5%
+44.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.0% | -1.6% |
| 7D | -0.4% | -5.0% | +4.6% | +1.3% |
| 30D | +5.2% | +6.5% | -1.3% | +3.0% |
| 3M | -0.1% | -18.0% | +17.9% | +6.3% |
| 6M | +2.4% | +10.3% | -7.9% | -1.8% |
| YTD | +16.9% | -9.9% | +26.8% | +18.5% |
| 1Y | +25.0% | -1.1% | +26.1% | +22.4% |
| 3Y | +40.7% | +13.0% | +27.7% | +21.3% |
| 5Y | +31.6% | -12.3% | +43.9% | +28.2% |
| All | +31.6% | -12.5% | +44.1% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling